Temporal Difference Learning for High-Dimensional PIDEs with Jumps

6 July 2023

Papers citing "Temporal Difference Learning for High-Dimensional PIDEs with Jumps"

8 / 8 papers shown

Title
Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps Wansheng Wang Jie Wang Jinping Li Feifei Gao Yida Fu 40 6 0 30 Jan 2023
Revisiting PINNs: Generative Adversarial Physics-informed Neural Networks and Point-weighting Method Wensheng Li Chao Zhang Chuncheng Wang Hanting Guan Dacheng Tao DiffM PINN 42 12 0 18 May 2022
Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics R. Frey Verena Köck 66 16 0 23 Sep 2021
Self-Adaptive Physics-Informed Neural Networks using a Soft Attention Mechanism L. McClenny U. Braga-Neto PINN 72 458 0 07 Sep 2020
Solving Allen-Cahn and Cahn-Hilliard Equations using the Adaptive Physics Informed Neural Networks Colby Wight Jia Zhao 69 224 0 09 Jul 2020
hp-VPINNs: Variational Physics-Informed Neural Networks With Domain Decomposition E. Kharazmi Zhongqiang Zhang George Karniadakis 163 530 0 11 Mar 2020
Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations M. Raissi 92 186 0 19 Apr 2018
The Deep Ritz method: A deep learning-based numerical algorithm for solving variational problems E. Weinan Ting Yu 115 1,380 0 30 Sep 2017